Probably because you don't have the right codec. The latest version of WMP is WMP 10, which not even my 1940 supports.

Try TCPMP. If that doesn't work, you're probably out of luck, except for transcoding the video on some other computing device.

P.S. I know you didn't ask about WiFi, but just so you don't waste any time, the 1910's SD slot did not support SDIO. Supposedly, HP once said that a firmware upgrade would add support for SDIO, but this never happened.